Related papers: iCurrency?
A cryptocurrency is a decentralized digital currency that is designed for secure and private asset transfer and storage. As a currency, it should be difficult to counterfeit and double-spend. In this paper, we review and analyze the major…
There are no solid arguments to sustain that digital currencies are the future of online payments or the disruptive technology that some of its former participants declared when used to face critiques. This paper aims to solve the…
World currency network constitutes one of the most complex structures that is associated with the contemporary civilization. On a way towards quantifying its characteristics we study the cross correlations in changes of the daily foreign…
Recent developments in the global liberalization of equity and currency markets, coupled to advances in trading technologies, are making markets increasingly interdependent. This increased fluidity raises questions about the stability of…
Research in blockchain systems has mainly focused on improving security and bridging the performance gaps between blockchains and databases. Despite many promising results, we observe a worrying trend that the blockchain landscape is…
We propose a new coded blockchain scheme suitable for the Internet-of-Things (IoT) network. In contrast to existing works for coded blockchains, especially blockchain-of-things, the proposed scheme is more realistic, practical, and secure…
Digital currencies and cryptocurrencies have hesitantly started to penetrate the investors, and the next step will be the regulatory risk management framework. We examine the Value-at-Risk and Expected Shortfall properties for the major…
Blockchain technology transformed the digital sphere by providing a transparent, secure, and decentralized platform for data security across a range of industries, including cryptocurrencies and supply chain management. Blockchain's…
Blockchain technology is an emerging digital innovation that has gained immense popularity in enhancing individual security and privacy within Information Systems (IS). This surge in interest is reflected in the exponential increase in…
The limit order book mechanism has been the core trading mechanism of the modern financial market. In the cryptocurrency market, centralized exchanges also adopt this limit order book mechanism and a centralized matching engine dynamically…
This paper proposes iblock, a comprehensive C++ library for Bitcoin simulation, designed for OMNeT++. iblock offers superior efficiency and scalability with respect to state-of-the-art simulators, which are typically written in high-level…
Cryptocurrency markets are experiencing rapid growth, but this expansion comes with significant challenges, particularly in predicting cryptocurrency prices for traders in the U.S. In this study, we explore how deep learning and machine…
We develop the first basic Operational Risk perspective on key risk management issues associated with the development of new forms of electronic currency in the real economy. In particular, we focus on understanding the development of new…
Modern cryptocurrencies exploit decentralised blockchains to record a public and unalterable history of transactions. Besides transactions, further information is stored for different, and often undisclosed, purposes, making the blockchains…
This paper presents Wrapless -- a lending protocol that enables the collateralization of bitcoins without requiring a trusted wrapping mechanism. The protocol facilitates a "loan channel" on the Bitcoin blockchain, allowing bitcoins to be…
The global financial landscape is experiencing significant transformation driven by technological advancements and evolving market dynamics. Moreover, blockchain technology has become a pivotal platform with widespread applications,…
Two taxonomies of money that include cryptocurrencies are analyzed. A definition of the term cryptocurrency is given and a taxonomy of them is presented, based on how its price is fixed. The characteristics of the use of current fiat money…
In a previous paper, it was discussed whether Bitcoin and/or its blockchain could be considered a complex system and, if so, whether a chaotic one, a positive response raising concerns about the likelihood of Bitcoin/blockchain entering a…
Blockchain has become a popular emergent technology in many industries. It is suitable for a broad range of applications, from its base role as an immutable distributed ledger to the deployment of distributed applications. Many…
The aim of this paper is to dig deeper into understanding the exchange rates and uncertainty dependence. Using the novel Baker et al. (2020)'s daily Twitter Uncertainty Index and BRICS exchange rates, we investigate their extreme tail…